Experiments with Schemes for Exponential Decay

Hans Petter Langtangen [1, 2] (hpl at simula.no)

[1] Center for Biomedical Computing, Simula Research Laboratory

[2] Department of Informatics, University of Oslo.

Jul 2, 2016

Summary. This report investigates the accuracy of three finite difference
schemes for the ordinary differential equation \( u'=-au \) with the
aid of numerical experiments. Numerical artifacts are in particular
demonstrated.